Greedy argmax legitimately converges to 1-2 actions when the model
is confident. The hard gate (unique_actions < 3 → 8.0 penalty) was
blocking ALL trials from using real backtest metrics, forcing FALLBACK.
Changes:
- Remove hard diversity short-circuit gate (unique_actions < 3)
- Reduce soft diversity penalty from 3.0 to 0.8 max (mild TPE signal)
- Fix early_stopping_enabled: false (was self.epochs > 12)
- Update test to validate mono-action policies produce good objectives
Multi-window backtest (3 windows, mean - 0.5*std) already handles
phantom Sharpe from single-bucket flukes.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>